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Stock A has an expected return of 9 percent, a standard deviation of 20 percent, and a market beta of 0.5. Stock B has an
Stock A has an expected return of 9 percent, a standard deviation of 20 percent, and a market beta of 0.5. Stock B has an expected rate of return of 10 percent, a standard deviation of 15 percent, and a market beta of 1.5. Which investment is riskier, from which perspective (individual investment, vs. portfolio).
Explain your answer. Consider risk from the
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